+551.8%
LITE vs AUR
+13.8%
+538.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +13.6% | +11.1% | +2.5% | +9.0% |
| 30D | +21.6% | -6.9% | +28.4% | +24.8% |
| 3M | +20.3% | +5.5% | +14.8% | +18.6% |
| 6M | +54.4% | +41.0% | +13.4% | +41.0% |
| YTD | +168.3% | +69.3% | +99.0% | +123.7% |
| 1Y | +551.8% | +14.0% | +537.8% | +502.8% |
| All | +551.8% | +13.8% | +538.0% | +502.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling